In Vanilla M2TW, sometimes the AI just wonders around the map like crazy, especially when it comes to AI armies being transported on boats. The original intention is probably to invade you however the AI gets confused and then nothing happens. You could always use the move character cheat to move that insignificant AI army away from yours, or you could just declare war and attack them. Unfortunately by attacking them first probably means a rep hit for you which is both frustrating and annoying.

Oh and welcome to the Guild!